NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 06-May-2015
Day Change Summary
Previous Current
05-May-2015 06-May-2015 Change Change % Previous Week
Open 58.95 60.72 1.77 3.0% 57.30
High 61.10 62.58 1.48 2.4% 59.90
Low 58.63 60.54 1.91 3.3% 56.07
Close 60.40 60.93 0.53 0.9% 59.15
Range 2.47 2.04 -0.43 -17.4% 3.83
ATR 2.03 2.04 0.01 0.5% 0.00
Volume 389,743 423,583 33,840 8.7% 1,528,594
Daily Pivots for day following 06-May-2015
Classic Woodie Camarilla DeMark
R4 67.47 66.24 62.05
R3 65.43 64.20 61.49
R2 63.39 63.39 61.30
R1 62.16 62.16 61.12 62.78
PP 61.35 61.35 61.35 61.66
S1 60.12 60.12 60.74 60.74
S2 59.31 59.31 60.56
S3 57.27 58.08 60.37
S4 55.23 56.04 59.81
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 69.86 68.34 61.26
R3 66.03 64.51 60.20
R2 62.20 62.20 59.85
R1 60.68 60.68 59.50 61.44
PP 58.37 58.37 58.37 58.76
S1 56.85 56.85 58.80 57.61
S2 54.54 54.54 58.45
S3 50.71 53.02 58.10
S4 46.88 49.19 57.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.58 58.32 4.26 7.0% 1.77 2.9% 61% True False 322,689
10 62.58 55.76 6.82 11.2% 1.89 3.1% 76% True False 330,085
20 62.58 51.78 10.80 17.7% 1.89 3.1% 85% True False 300,912
40 62.58 45.93 16.65 27.3% 2.12 3.5% 90% True False 208,795
60 62.58 45.93 16.65 27.3% 2.13 3.5% 90% True False 174,629
80 62.58 45.93 16.65 27.3% 2.30 3.8% 90% True False 151,504
100 62.96 45.93 17.03 28.0% 2.37 3.9% 88% False False 130,213
120 77.91 45.93 31.98 52.5% 2.37 3.9% 47% False False 114,647
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.25
2.618 67.92
1.618 65.88
1.000 64.62
0.618 63.84
HIGH 62.58
0.618 61.80
0.500 61.56
0.382 61.32
LOW 60.54
0.618 59.28
1.000 58.50
1.618 57.24
2.618 55.20
4.250 51.87
Fisher Pivots for day following 06-May-2015
Pivot 1 day 3 day
R1 61.56 60.79
PP 61.35 60.65
S1 61.14 60.52

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These figures are updated between 7pm and 10pm EST after a trading day.

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